Trading Metrics calculated at close of trading on 21-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2010 |
21-May-2010 |
Change |
Change % |
Previous Week |
Open |
10,140 |
9,755 |
-385 |
-3.8% |
10,245 |
High |
10,170 |
9,870 |
-300 |
-2.9% |
10,395 |
Low |
9,695 |
9,520 |
-175 |
-1.8% |
9,520 |
Close |
9,735 |
9,840 |
105 |
1.1% |
9,840 |
Range |
475 |
350 |
-125 |
-26.3% |
875 |
ATR |
300 |
304 |
4 |
1.2% |
0 |
Volume |
18,744 |
25,175 |
6,431 |
34.3% |
87,795 |
|
Daily Pivots for day following 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,793 |
10,667 |
10,033 |
|
R3 |
10,443 |
10,317 |
9,936 |
|
R2 |
10,093 |
10,093 |
9,904 |
|
R1 |
9,967 |
9,967 |
9,872 |
10,030 |
PP |
9,743 |
9,743 |
9,743 |
9,775 |
S1 |
9,617 |
9,617 |
9,808 |
9,680 |
S2 |
9,393 |
9,393 |
9,776 |
|
S3 |
9,043 |
9,267 |
9,744 |
|
S4 |
8,693 |
8,917 |
9,648 |
|
|
Weekly Pivots for week ending 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,543 |
12,067 |
10,321 |
|
R3 |
11,668 |
11,192 |
10,081 |
|
R2 |
10,793 |
10,793 |
10,001 |
|
R1 |
10,317 |
10,317 |
9,920 |
10,118 |
PP |
9,918 |
9,918 |
9,918 |
9,819 |
S1 |
9,442 |
9,442 |
9,760 |
9,243 |
S2 |
9,043 |
9,043 |
9,680 |
|
S3 |
8,168 |
8,567 |
9,600 |
|
S4 |
7,293 |
7,692 |
9,359 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,395 |
9,520 |
875 |
8.9% |
301 |
3.1% |
37% |
False |
True |
17,559 |
10 |
10,805 |
9,520 |
1,285 |
13.1% |
329 |
3.3% |
25% |
False |
True |
18,840 |
20 |
11,235 |
9,520 |
1,715 |
17.4% |
337 |
3.4% |
19% |
False |
True |
18,795 |
40 |
11,450 |
9,520 |
1,930 |
19.6% |
241 |
2.4% |
17% |
False |
True |
13,904 |
60 |
11,450 |
9,520 |
1,930 |
19.6% |
197 |
2.0% |
17% |
False |
True |
11,526 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,358 |
2.618 |
10,786 |
1.618 |
10,436 |
1.000 |
10,220 |
0.618 |
10,086 |
HIGH |
9,870 |
0.618 |
9,736 |
0.500 |
9,695 |
0.382 |
9,654 |
LOW |
9,520 |
0.618 |
9,304 |
1.000 |
9,170 |
1.618 |
8,954 |
2.618 |
8,604 |
4.250 |
8,033 |
|
|
Fisher Pivots for day following 21-May-2010 |
Pivot |
1 day |
3 day |
R1 |
9,792 |
9,858 |
PP |
9,743 |
9,852 |
S1 |
9,695 |
9,846 |
|